+660.5%
KGC vs TNA
+86.1%
+574.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | -5.6% | -7.3% | +1.6% | -4.7% |
| 30D | +6.1% | -14.2% | +20.3% | +8.3% |
| 3M | +17.3% | -4.6% | +21.9% | +18.0% |
| 6M | -10.3% | +36.9% | -47.2% | -13.8% |
| YTD | +3.9% | +42.5% | -38.7% | -0.8% |
| 1Y | +25.7% | +45.8% | -20.0% | +19.5% |
| 3Y | +526.0% | +104.7% | +421.3% | +450.4% |
| 5Y | +455.5% | -21.7% | +477.2% | +408.8% |
| All | +660.5% | +86.1% | +574.5% | +597.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TNA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling